Exponential stability of backward Euler approximations to a class of stochastic differential equations

LAN GuangQiang; ZHANG Chong

Journal of Beijing University of Chemical Technology ›› 2015, Vol. 42 ›› Issue (4) : 120-123.

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Journal of Beijing University of Chemical Technology ›› 2015, Vol. 42 ›› Issue (4) : 120-123.
管理与数理科学

Exponential stability of backward Euler approximations to a class of stochastic differential equations

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